All of the forces aligned with Dhuum have multiple eyes, and exoskeletons, grasps included, although they are not the most insectoid of his followers. Even the horse the Fury and the Banished Nightriders ride on are insectoid, and they wear armor that looks like exoskeletons too.
Look at the other gods' followers. Margonites are really obvious, Melandru has druids (nature incarnite), Balthazar's Eternals are warriors and melee gryphons, Lyssa's followers are incorporeal, like the nature of beauty and illusion, Dwayna's have angelic appearence, and Grenth has his reapers that have hidden faces and long robes like Grenth.
So, if the appearance of the god determines the appearance of his or her followers, then it may go the other way. Dhuum's followers are insectoid, Dhuum himself may be insectoid. Think about it, maggots and flies, as well as other insects, are associated with death, it makes perfect sense for a corrupt god of death to look like a bug.